+1.4%
CI vs IONS
-16.4%
+17.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -1.6% | -9.4% | +7.9% | -1.3% |
| 30D | +5.4% | -10.7% | +16.1% | +5.7% |
| 3M | +7.3% | -27.7% | +34.9% | +8.0% |
| 6M | +5.3% | -48.7% | +54.0% | +6.6% |
| YTD | +8.5% | -50.2% | +58.6% | +9.8% |
| 1Y | +17.1% | -46.8% | +63.9% | +18.4% |
| 3Y | +1.4% | -14.8% | +16.3% | +2.1% |
| All | +1.4% | -16.4% | +17.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling